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Shuangshuang · 2020年01月09日

问一道题：NO.PZ2020010304000013

  1. FRM I
  2. Quantitative

问题如下：

Suppose that the annual profit of two firms, one an incumbent (Big Firm, X1) and the other a startup (Small Firm, X2), can be described with the following probability matrix:

What is the conditional distribution of Small Firm’s profits if Big Firm has a $100M profit year?

选项：

解释：

The conditional distribution is just the row corresponding to USD 100M normalized to sum to 1. The conditional is different from the marginal, which is another demonstration that the profits are not independent.

这个答案怎么来的呀

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品职答疑小助手雍 · 2020年01月09日

同学你好，这题有点英语阅读理解的感觉（不要小看阅读理解，尤其是2级里阅读量还是不小的）。

他问的是当大公司profit是100M的时候，小公司的收益的各种情况的概率。其实也就是题面的表格最下面一行单独拿出来的概率是怎么分布的。0% 3.09% 6.58% 6.16%这四个数字合占100%的情况下，比例是怎么分配的。那么 0%*X + 3.09%*X + 6.58%*X + 6.16%*X=100% 求出来X，然后再拿0% 3.09% 6.58% 6.16%分别乘以X得到对应的条件概率。

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NO.PZ2020010304000013 问题如下 Suppose ththe annuprofit of two firms, one incumbent (Big Firm, X1) anthe other a startup (Small Firm, X2), cscribewith the following probability matrix:Whis the contionstribution of Small Firm’s profits if Big Firm ha $100M profit year? The contionstribution is just the row corresponng to US100M normalizeto sum to 1. The contionis fferent from the marginal, whiis another monstration ththe profits are not inpennt. 或者这题用哪个知识点呀， 看了一圈其他答案的解答还是有些懵

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NO.PZ2020010304000013 问题如下 Suppose ththe annuprofit of two firms, one incumbent (Big Firm, X1) anthe other a startup (Small Firm, X2), cscribewith the following probability matrix:Whis the contionstribution of Small Firm’s profits if Big Firm ha $100M profit year? The contionstribution is just the row corresponng to US100M normalizeto sum to 1. The contionis fferent from the marginal, whiis another monstration ththe profits are not inpennt. 3.09%/(3.09%+6.58%+6.16%) 我怎么算出来0.883.09%/0.035=0.88

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NO.PZ2020010304000013 答案说看最后一行占100%多少。这个怎么看？

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NO.PZ2020010304000013 不明白，这个答案怎么出来的呢

2021-03-24 09:23 2 · 回答

当大公司profit是100M的时候，小公司的收益的各种情况的概率。不就是表格中的0% 及那几个概率吗？ 没看懂题目的意思，从什么角度分析

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